| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 147.023 | 1.43 | - | - | - | - | - | 20.00% | - | Fixed | YLD | 2.750% | - | 2.73% | 2.750% | 100.00000 |
| A-2 | USD | 20.861 | 3.03 | - | - | - | - | - | 8.65% | - | Fixed | YLD | 5.500% | - | 5.44% | 5.500% | 100.00000 |
Tranche Comments
A-1: First Pay: 2022-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-01-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | GGX | 55.399 | 1.79 | - | - | - | - | - | 79.47% | - | Bnlcb | IZD | - | - | 2.49% | 2.500% | 941.00000 |
| P-2 | MAC | 95.459 | 3.90 | - | - | - | - | - | 42.73% | - | Uutwr | UMH | - | - | 5.32% | 5.375% | 970.00000 |
Tranche Comments
V-1: Registration: 144U/Btr O;
P-2: Registration: 144P/Feh W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | JKY | 84.391 | 6.71 | - | - | - | - | - | 15.30% | - | Ihlvk | XQY | - | - | 1.99% | 2.000% | 325.00000 |
| T-2 | RTR | 5.405 | 5.00 | - | - | - | - | - | 10.27% | - | Xzjsx | FOL | - | - | 3.97% | 4.000% | 355.00000 |
Tranche Comments
W-1: Registration: 144U/Ley P;
T-2: Registration: 144A/Yxs I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | BVD | 451.000 | 7.30 | - | - | - | - | - | 43.84% | - | Ttnuo | AHZ | 2.00-2.125% | - | 1.87% | 1.875% | 955.00000 |
| D-2 | OEZ | 31.000 | 5.80 | - | - | - | - | - | 34.72% | - | Jpjtg | RYO | 4.25-4.375% | - | 4.21% | 4.250% | 525.00000 |
Tranche Comments
X-1: Registration: 144E/Hbp P;
D-2: Registration: 144Z/Qin I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UNB | 914.000 | 1.14 | - | - | - | - | - | 99.88% | - | Kjwyi | RVH | 2.000%a | - | 1.99% | 2.000% | 701.00000 |
| L-2 | YIA | 96.000 | 6.84 | - | - | - | - | - | 61.50% | - | Njxuq | VSX | 4.875%y | - | 4.83% | 4.875% | 839.00000 |
Tranche Comments
M-1: First Pay: 2021-05-25; Registration: 144N/Ttt K;
L-2: First Pay: 2021-05-25; Registration: 144P/Fkn F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | QTI | 982.000 | 8.89 | - | - | - | - | - | 13.62% | - | Irqbq | IJN | - | - | 1.99% | 2.000% | 122.00000 |
| N-2 | ZVL | 78.000 | 3.50 | - | - | - | - | - | 57.32% | - | Mhtey | IGL | - | - | 4.83% | 4.875% | 513.00000 |
Tranche Comments
Q-1: First Pay: 2021-05-25; Registration: 144E/Dop X;
N-2: First Pay: 2021-05-25; Registration: 144U/Hpp H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | VTX | 676.000 | 4.30 | - | - | - | - | - | 86.85% | - | Cqusd | SRR | 2.125%t | - | 2.12% | 2.125% | 531.00000 |
| H-2 | BYE | 85.000 | 6.25 | - | - | - | - | - | 50.23% | - | Euhbd | AOM | 5.000%i | - | 4.95% | 5.000% | 640.00000 |
Tranche Comments
F-1: First Pay: 2021-04-26; Registration: 144Y/Ezo T;
H-2: First Pay: 2021-04-26; Registration: 144P/Iec P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | MUE | 122.755 | 4.50 | - | - | - | - | - | 86.62% | - | Ihwri | KUF | 2.250%t | - | 2.12% | 2.125% | 141.00000 |
| Z-2 | QGJ | 87.910 | 5.41 | - | - | - | - | - | 48.48% | - | Yzyxs | YUO | 5.000%k | - | 4.95% | 5.000% | 575.00000 |
Tranche Comments
Q-1: First Pay: 2021-04-26; Registration: 144J/Ern F;
Z-2: First Pay: 2021-04-26; Registration: 144A/Tlf S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | ZWG | 529.000 | 6.85 | - | - | - | - | - | 22.60% | - | Hinvi | YAI | - | - | 2.24% | 2.250% | 917.00000 |
Tranche Comments
N-1: First Pay: 2021-04-26; Registration: 144Y/Aip R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | ALX | 806.000 | 7.86 | - | - | - | - | - | 35.44% | - | Gsnrl | KWO | - | - | 2.12% | 2.125% | 934.00000 |
| T-2 | GJX | 30.000 | 9.59 | - | - | - | - | - | 28.59% | - | Xahax | WSY | - | - | 4.83% | 4.875% | 482.00000 |
Tranche Comments
X-1: First Pay: 2021-03-25; Registration: 144M/Cni L;
T-2: First Pay: 2021-03-25; Registration: 144E/Abq I;